+71.0%
EMB vs GWRE
+749.2%
-678.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | +0.1% |
| 7D | 0.0% | -26.2% | +26.2% | +1.8% |
| 30D | -0.3% | -17.8% | +17.5% | +0.7% |
| 3M | -0.3% | +14.2% | -14.5% | -1.7% |
| 6M | +0.7% | -12.9% | +13.6% | +0.8% |
| YTD | +1.3% | -29.2% | +30.5% | +2.7% |
| 1Y | +4.7% | -44.4% | +49.1% | +8.0% |
| 3Y | +30.1% | +51.1% | -21.0% | +22.9% |
| 5Y | +6.9% | +16.5% | -9.7% | +1.2% |
| 10Y | +30.7% | +131.6% | -100.9% | +19.3% |
| All | +71.0% | +749.2% | -678.2% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling